+34.0%
CSCO vs FN
-33.3%
+67.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.7% | -13.6% | -4.1% |
| 7D | -10.2% | 0.0% | -10.2% | -10.5% |
| 30D | -20.1% | -34.3% | +14.3% | -14.1% |
| 3M | -22.4% | -39.9% | +17.5% | -16.0% |
| 6M | +2.8% | -51.8% | +54.6% | +14.7% |
| YTD | +23.6% | -28.1% | +51.8% | +29.5% |
| 1Y | +34.0% | -29.1% | +63.1% | +41.5% |
| All | +34.0% | -33.3% | +67.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling